NVAX · Expected Move
Novavax Inc
The expected move for NVAX is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
NVAX straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current NVAX Expected Move
30-Day Straddle
$2.48
7-Day Straddle
$0.77
30-Day ATM IV
90.6%
IV Rank
26%
Implied one-standard-deviation move through the next 30 days. Compare to NVAX's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
NVAX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $2.48 | $0.77 | 90.6% | 26% |
| 20261106 | $2.36 | $1.05 | 86.1% | 23% |
| 20261105 | $2.15 | $1.19 | 95.9% | 30% |
| 20261104 | $2.26 | $1.60 | 94.6% | 29% |
| 20261103 | $1.97 | $1.29 | 89.3% | 25% |
| 20261102 | $2.00 | $1.09 | 91.7% | 27% |
| 20261030 | $2.00 | $1.52 | 90.3% | 26% |
| 20261029 | $2.05 | $1.50 | 86.1% | 23% |
| 20261028 | $1.50 | $1.54 | 66.3% | 8% |
| 20261027 | $2.08 | $1.50 | 91.1% | 26% |
| 20261026 | $1.73 | $0.89 | 100.5% | 33% |
| 20261023 | $2.01 | $1.00 | 91.5% | 27% |
| 20261022 | $2.31 | $1.09 | 102.7% | 35% |
| 20261021 | $2.36 | $1.28 | 94.4% | 29% |
| 20261020 | $2.61 | $1.44 | 97.1% | 31% |
| 20261019 | $2.36 | $0.77 | 92.3% | 27% |
| 20261016 | $2.38 | $0.94 | 92.6% | 27% |
| 20261015 | $2.77 | $1.32 | 92.3% | 27% |
| 20261014 | $2.59 | $1.46 | 92.3% | 27% |
| 20261013 | $3.05 | $1.38 | 101.0% | 34% |
| 20261012 | $2.64 | $1.03 | 94.3% | 29% |
| 20261009 | $2.67 | $1.33 | 96.2% | 30% |
| 20261008 | $2.15 | $0.95 | 87.9% | 24% |
| 20261007 | $2.23 | $1.46 | 87.8% | 24% |
| 20261006 | $2.49 | $1.30 | 93.2% | 28% |
| 20261005 | $3.08 | $1.47 | 111.3% | 41% |
| 20261002 | $1.46 | $0.59 | 75.8% | 15% |
| 20261001 | $2.12 | $0.82 | 80.3% | 18% |
| 20260930 | $1.73 | $1.05 | 74.9% | 14% |
| 20260929 | $1.87 | $1.04 | 70.6% | 11% |
| 20260928 | $1.95 | $0.68 | 72.5% | 12% |
| 20260925 | $1.49 | $0.84 | 67.1% | 8% |
| 20260924 | $1.69 | $0.84 | 70.5% | 11% |
| 20260923 | $1.77 | $1.06 | 73.3% | 13% |
| 20260922 | $1.62 | $0.90 | 74.8% | 14% |
| 20260921 | $1.92 | $0.76 | 79.8% | 18% |
| 20260918 | $1.45 | $0.74 | 69.3% | 10% |
| 20260917 | $1.73 | $0.79 | 77.4% | 16% |
| 20260916 | $1.49 | $0.89 | 72.5% | 12% |
| 20260915 | $1.55 | $0.96 | 73.4% | 13% |
| 20260914 | $1.70 | $0.64 | 71.9% | 12% |
| 20260911 | $1.57 | $0.84 | 80.5% | 18% |
| 20260910 | $1.38 | $0.78 | 74.0% | 13% |
| 20260909 | $1.93 | $1.02 | 81.4% | 19% |
| 20260908 | $1.75 | $1.04 | 82.5% | 20% |
| 20260904 | $1.61 | $0.78 | 77.1% | 16% |
| 20260903 | $1.58 | $1.10 | 70.2% | 10% |
| 20260902 | $1.88 | $1.39 | 79.4% | 17% |
| 20260901 | $1.88 | $1.22 | 83.7% | 21% |
| 20260831 | $1.60 | $0.53 | 71.1% | 11% |
| 20260828 | $1.48 | $0.86 | 78.6% | 17% |
| 20260827 | $1.36 | $0.59 | 69.6% | 10% |
| 20260826 | $1.53 | $0.86 | 73.9% | 13% |
| 20260825 | $1.72 | $0.73 | 77.9% | 16% |
| 20260824 | $1.45 | $0.71 | 69.8% | 10% |
| 20260821 | $1.47 | $0.69 | 74.1% | 13% |
| 20260820 | $1.42 | $0.79 | 74.0% | 13% |
| 20260819 | $1.52 | $0.94 | 71.8% | 12% |
| 20260818 | $1.02 | $0.62 | 56.2% | 0% |
| 20260817 | $1.04 | $0.42 | 56.7% | 0% |
More on NVAX
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